Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 917'923 CHF | 394'895 CHF | 99.18% | 99.18% |
15.05.2024 | 0.38% | 2.58 CHF | 2.59 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 919'800 CHF | 395'700 CHF | 99.00% | 99.00% |
14.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 915'271 CHF | 393'759 CHF | 99.23% | 99.23% |
13.05.2024 | 0.37% | 2.64 CHF | 2.65 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 938'618 CHF | 403'765 CHF | 98.38% | 98.38% |
10.05.2024 | 0.36% | 2.68 CHF | 2.69 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 965'161 CHF | 415'141 CHF | 99.23% | 99.23% |
08.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 947'366 CHF | 407'514 CHF | 99.20% | 99.20% |
07.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 948'727 CHF | 408'097 CHF | 99.19% | 99.19% |
06.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 920'359 CHF | 395'939 CHF | 99.26% | 99.26% |
03.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 908'820 CHF | 390'994 CHF | 93.42% | 93.42% |
02.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 350'000 | 150'000 | 350'000 | 150'000 | 869'560 CHF | 374'168 CHF | 99.20% | 99.20% |